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Which database to choose for algorithmic trading?
I am writing a software package for organizing trade on the Moscow Exchange using quik in c++.
I collect up to 400 MB of numerical tabular information per day. Working with files is somehow very slow - I want to connect a database, but I have very little idea which one to choose. I would like university mysql, but they write that such bases for volumes of no more than 1-2 GB are good.
According to the collected data, mathematical analytics is carried out and its results are also stored in the database so as not to count them every time.
It seems to me that I don’t need any super-complex functionality from the database, only storage, no brakes. It is difficult for me to estimate the required exchange rate, but given that this is only numerical information, I do not think that a high speed is needed.
Basically, I'm worried about whether mysql will start to slow down when it grows, for example, to several hundred GB?
I am a so-so programmer, I write purely applied things with scratching and picking for my projects, so I would not really like to learn something new, which means spending a lot of time.
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I won’t say anything about hundreds of gigabytes, but MySQL has no problems with a database of about 30G. Yes, and hundreds of gigabytes should not be.
How fast it will work on large amounts of data in the table depends on the indexing of the fields. There is no universal recipe here, you need to find a middle ground and focus on what is more important for a particular table, a quick insert or a quick read. If data is only written to the table most of the time, and queries on it are rarely performed, then indexes should be kept to a minimum. If there are no indexes in the table except for the primary key, then its size will not affect the insertion speed.
I recommend looking at a couple of tips for optimizing work with MySQL
https://habr.com/ru/post/20246/
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